Deterministic regression model and visual basic code for optimal forecasting of financial time series (Q2389523): Difference between revisions

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+Stationarity conditions for linear models
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+Deterministic regression models for prediction and control
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+On level-2 condition number for the weighted Moore-Penrose inverse
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+Financial distress prediction by a radial basis function network with logit analysis learning
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+Sequential arbitrage measurements and interest rate envelopes
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